No one is making user software with VFIO in mind. You will get random apps that do not launch in your virtual machine despite everything else running smoothly.
You're screwing with it near daily, certainly weekly. Need to update a driver, such as your GPU on the virtual machine? May god have mercy on your soul that everything works after, or that you can even get the host OS to deal with the GPU correctly at all.
I can sort of tell you haven't really read up on one of these setups because you seem incredulous that running Windows inside Linux is somehow finicky.
It's not ready for prime time, period.